XYZ chaîne d'options Block, Inc.
Cboe delayed options data · au 00:47 UTC
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±12.9% (67.47–87.53) · ATM IV 54.7% · P/C open interest 1.31
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 35.90 | 39.75 | 70 | 113.5% | 0.99 | 0.0008 | -0.001 | 40 | 0 | 1.09 | 216 | 141.4% | -0.01 | 0.0008 | -0.005 | ||
| 31.00 | 34.80 | 101 | 100.0% | 0.99 | 0.0014 | -0.004 | 45 | 0 | 1.28 | 1,516 | 124.1% | -0.01 | 0.0014 | -0.007 | ||
| 26.30 | 29.85 | 119 | 92.1% | 0.98 | 0.0025 | -0.008 | 50 | 0 | 0.3100 | 551 | 78.4% | -0.02 | 0.0025 | -0.011 | ||
| 21.80 | 24.30 | 269 | 73.1% | 0.97 | 0.0049 | -0.015 | 55 | 0 | 0.2500 | 3 | 892 | 61.3% | -0.03 | 0.0049 | -0.018 | |
| 17.85 | 18.90 | 82 | 67.8% | 0.93 | 0.0091 | -0.027 | 60 | 0.3000 | 0.4500 | 27 | 1,094 | 59.7% | -0.07 | 0.0092 | -0.029 | |
| 13.45 | 14.70 | 219 | 65.5% | 0.87 | 0.0158 | -0.043 | 65 | 0.8400 | 1.00 | 55 | 18.0K | 57.9% | -0.13 | 0.0159 | -0.045 | |
| 11.45 | 13.45 | 64.1% | 0.83 | 0.0190 | -0.051 | 67 | 1.18 | 1.37 | 5 | 57.4% | -0.17 | 0.0190 | -0.052 | |||
| 11.30 | 12.95 | 20 | 64.9% | 0.82 | 0.0198 | -0.053 | 67.5 | 1.29 | 1.48 | 4 | 1,194 | 57.4% | -0.18 | 0.0199 | -0.054 | |
| 10.60 | 12.65 | 62.8% | 0.81 | 0.0206 | -0.054 | 68 | 1.37 | 1.78 | 1 | 58.6% | -0.19 | 0.0207 | -0.056 | |||
| 10.20 | 11.85 | 64.5% | 0.79 | 0.0222 | -0.058 | 69 | 1.55 | 1.79 | 2 | 56.1% | -0.21 | 0.0223 | -0.059 | |||
| 9.55 | 10.15 | 1 | 517 | 57.8% | 0.76 | 0.0238 | -0.061 | 70 | 1.88 | 2.08 | 134 | 4,511 | 56.6% | -0.24 | 0.0239 | -0.063 |
| 8.80 | 10.35 | 63.2% | 0.74 | 0.0253 | -0.065 | 71 | 1.81 | 2.55 | 10 | 55.2% | -0.26 | 0.0254 | -0.066 | |||
| 8.05 | 9.30 | 59.9% | 0.71 | 0.0267 | -0.068 | 72 | 2.40 | 2.85 | 56.6% | -0.29 | 0.0269 | -0.069 | ||||
| 7.85 | 8.95 | 117 | 60.4% | 0.70 | 0.0274 | -0.069 | 72.5 | 2.63 | 2.89 | 8 | 17.5K | 56.1% | -0.31 | 0.0275 | -0.070 | |
| 7.50 | 8.95 | 62.0% | 0.68 | 0.0280 | -0.070 | 73 | 2.28 | 3.25 | 53.9% | -0.32 | 0.0282 | -0.071 | ||||
| 6.85 | 8.35 | 61.5% | 0.65 | 0.0291 | -0.072 | 74 | 2.66 | 3.60 | 53.5% | -0.35 | 0.0294 | -0.074 | ||||
| 6.40 | 7.45 | 2 | 1,079 | 60.1% | 0.62 | 0.0301 | -0.074 | 75 | 3.55 | 3.80 | 6 | 1,630 | 54.9% | -0.38 | 0.0304 | -0.075 |
| 5.65 | 7.10 | 59.9% | 0.59 | 0.0309 | -0.076 | 76 | 3.70 | 4.40 | 54.0% | -0.41 | 0.0312 | -0.077 | ||||
| 5.25 | 6.55 | 6 | 60.2% | 0.56 | 0.0315 | -0.077 | 77 | 3.90 | 4.85 | 52.1% | -0.44 | 0.0318 | -0.077 | |||
| 5.05 | 5.30 | 108 | 634 | 54.9% | 0.54 | 0.0317 | -0.077 | 77.5 | 4.70 | 5.00 | 63 | 319 | 54.5% | -0.46 | 0.0321 | -0.078 |
| 4.75 | 5.50 | 56.9% | 0.53 | 0.0319 | -0.077 | 78 | 4.90 | 5.30 | 48 | 54.4% | -0.48 | 0.0323 | -0.078 | |||
| 4.25 | 4.70 | 12 | 54.6% | 0.50 | 0.0321 | -0.077 | 79 | 5.40 | 5.85 | 3 | 54.0% | -0.51 | 0.0325 | -0.078 | ||
| 3.90 | 4.15 | 47 | 1,869 | 54.2% | 0.46 | 0.0320 | -0.076 | 80 | 5.95 | 6.55 | 1 | 2,078 | 54.5% | -0.54 | 0.0325 | -0.077 |
| 3.35 | 3.85 | 2 | 53.8% | 0.43 | 0.0318 | -0.076 | 81 | 6.50 | 7.25 | 54.6% | -0.57 | 0.0323 | -0.076 | |||
| 3.00 | 3.60 | 8 | 54.3% | 0.40 | 0.0314 | -0.074 | 82 | 7.15 | 7.65 | 53.2% | -0.60 | 0.0319 | -0.075 | |||
| 2.94 | 3.15 | 517 | 1,382 | 53.1% | 0.39 | 0.0311 | -0.073 | 82.5 | 7.40 | 8.00 | 5 | 3 | 52.8% | -0.62 | 0.0316 | -0.074 |
| 2.67 | 3.35 | 54.8% | 0.37 | 0.0308 | -0.072 | 83 | 7.75 | 8.50 | 53.8% | -0.63 | 0.0313 | -0.073 | ||||
| 2.41 | 2.73 | 53.2% | 0.34 | 0.0300 | -0.070 | 84 | 8.30 | 9.15 | 52.6% | -0.66 | 0.0305 | -0.071 | ||||
| 2.17 | 2.38 | 97 | 5,157 | 52.9% | 0.32 | 0.0291 | -0.068 | 85 | 8.85 | 9.75 | 1,083 | 50.6% | -0.69 | 0.0296 | -0.068 | |
| 1.85 | 2.25 | 28 | 53.2% | 0.29 | 0.0280 | -0.065 | 86 | 9.95 | 10.45 | 52.4% | -0.72 | 0.0286 | -0.066 | |||
| 1.52 | 1.82 | 171 | 51.1% | 0.27 | 0.0268 | -0.062 | 87 | 9.95 | 11.35 | 47.8% | -0.74 | 0.0275 | -0.063 | |||
| 1.26 | 1.83 | 3 | 52.2% | 0.24 | 0.0256 | -0.059 | 88 | 10.75 | 12.15 | 47.4% | -0.77 | 0.0263 | -0.059 | |||
| 1.23 | 1.90 | 32 | 55.1% | 0.22 | 0.0243 | -0.056 | 89 | 11.70 | 13.00 | 48.4% | -0.79 | 0.0250 | -0.056 | |||
| 1.13 | 1.38 | 185 | 20.7K | 52.6% | 0.20 | 0.0229 | -0.053 | 90 | 12.75 | 13.75 | 213 | 49.1% | -0.81 | 0.0237 | -0.053 | |
| 0.7600 | 1.35 | 9 | 52.2% | 0.18 | 0.0216 | -0.049 | 91 | 13.25 | 14.95 | 48.6% | -0.83 | 0.0224 | -0.050 | |||
| 0.5300 | 0.6900 | 80 | 3,056 | 52.1% | 0.12 | 0.0162 | -0.036 | 95 | 17.25 | 18.40 | 42 | 50.7% | -0.90 | 0.0171 | -0.037 | |
| 0.2000 | 0.3300 | 251 | 1,345 | 50.9% | 0.06 | 0.0103 | -0.023 | 100 | 21.45 | 23.55 | 28 | -0.95 | 0.0115 | -0.023 | ||
| 0.0500 | 0.4200 | 811 | 57.2% | 0.03 | 0.0061 | -0.013 | 105 | 26.20 | 28.85 | 9 | -0.99 | 0.0064 | -0.013 | |||
| 0 | 0.3900 | 455 | 62.1% | 0.02 | 0.0034 | -0.007 | 110 | 30.40 | 34.20 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.6000 | 637 | 73.7% | 0.01 | 0.0018 | -0.004 | 115 | 35.40 | 39.30 | -1.00 | 0.0000 | -0.010 | ||||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Nov 20, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.
callsputs